Scaling properties of foreign exchange volatility (Q1588872)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Scaling properties of foreign exchange volatility |
scientific article; zbMATH DE number 1540984
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Scaling properties of foreign exchange volatility |
scientific article; zbMATH DE number 1540984 |
Statements
Scaling properties of foreign exchange volatility (English)
0 references
5 December 2000
0 references
wavelet multi-scaling approach
0 references
time series variance
0 references
discrete wavelet transformation
0 references
0 references
0 references
0 references
0.7786354422569275
0 references
0.7781908512115479
0 references
0.7530110478401184
0 references
0.7501934170722961
0 references
